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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
UTFB 321FINANCIAL ECONOMETRICS3 + 07th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective The aim of the course is to teach financial econometrics.
Course Content Basic econometric techniques and use of these techniques in finance applications
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Learns econometric techbniques used in finance

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11
LO 001           
Sub Total           
Contribution00000000000

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14342
Assignments166
Mid-terms11515
Final examination12525
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2021-2022 Fall1DÜNDAR KÖK
Details 2019-2020 Fall1DÜNDAR KÖK


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
UTFB 321 FINANCIAL ECONOMETRICS 3 + 0 1 Turkish 2021-2022 Fall
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. DÜNDAR KÖK dkok@pau.edu.tr İİBF A0128 %80
Goals The aim of the course is to teach financial econometrics.
Content Basic econometric techniques and use of these techniques in finance applications
Topics
WeeksTopics
1 CONCEPTUAL FRAMEWORK: STAGES OF ECONOMETRIC RESEARCH
2 FINANCIAL DATA PREPARATION PROCESS: BASIC FINANCIAL RATIOS
3 ECONOMETRIC MODEL ESTABLISHING STAGES
4 BASIC STATISTICAL CONCEPTS
5 DEFINITIONAL STATISTICS APPLICATIONS THROUGH STATISTICAL PROGRAMS
6 PARAMETRIC TEST APPLICATIONS: DIFFERENCE TESTS BETWEEN AVERAGES
7 PARAMETRIC TEST APPLICATIONS: DIFFERENCE TESTS BETWEEN AVERAGES (ANOVA TEST)
8 MIDTERM EXAM
9 REGRESSION ANALYSIS WITH STATISTICAL PACKAGE PROGRAMS
10 SIGNIFICANCE INDICATORS OF REGRESSION ESTIMATES
11 CAPITAL ASSET PRICING MODEL (CAPM) APPLICATION
12 ARBITRAGE PRICING MODEL APPLICATION
13 CLASSIC LINEAR REGRESSION MODEL ASSUMPTIONS AND TESTING THE ASSUMPTIONS - I -
14 CLASSIC LINEAR REGRESSION MODEL ASSUMPTIONS AND TESTING THE ASSUMPTIONS - II -
Materials
Materials are not specified.
Resources
ResourcesResources Language
1.Intraductory Econometrics for Finance, Chris Brooks, Cambridge Unv. Press, 3rd. Türkçe
3. Finansal Ekonometri, Nilgün ÇİL, Der Yay. İstanbul,2018.Türkçe
Finansal Ekonometri Uygulamaları, Ed. Mert Ural, Üzeyir Aydın, Seçkin Yayınları, Ankara, 2021Türkçe
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam50Final Exam
Midterm Exam30Midterm Exam
Homework20Homework
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes